There is no sexier artist than Egon Schiele. The reason his nude and semi-nude portrayals of his models and lovers are so beguiling is quite simple – they have a filthy quality. Schiele, who got arrested for what he was up to, depicts women with not only lust and adoration but a dirty-minded frankness that transports his art from the merely beautiful to the wildly erotic.

Picasso was obsessed with women and sex, and this passion could not be entirely fulfilled by the modernist masterpieces into which he poured so much love and sometimes loathing. From his youth to his old age – when he created a series of pornographic prints featuring the Renaissance master Raphael – he made erotica as well as his more public art. This early work records the day-to-day life of the young artist and brothel hound.

In Hokusai's masterpiece of the Japanese erotic art genre known as Shunga, a woman diving for pearls is being pleaured by two octopuses. The larger of them enfolds her pale, naked body in its tentacles as it performs cunnilingus, its subtle attentions releasing rapture.

The furry cup – ever since it was created this has been the most famous erotic artwork of the 20th century. While her male colleagues in the Surrealist movement were exploring neuroses and paranoias, Oppenheim got straight to the point and created a sculpture that is pure sex. Her celebration of cunnilingus is today a universal icon of pleasure.

A naked woman is embraced by a blue mist in Correggio's fantastically explicit rendering of Greek myth. Apparently the god Jupiter was the original Velvet Fog. In the ancient story he takes this form to evade his wife's suspicions. Correggio, however, turns it into an erotic fantasy and literally imagines what it would look like if a mist enveloped a nude. She melts in delight as the cloud caresses her.

What makes great erotic art different from plain porn? It is the passion and investment of the artist – the subjective heart of the image. In his photographs of the gay sado-masochist scene of the 1970s Mapplethorpe goes beyond titillation or reportage to create intimate portraits of a shared fantasy world. Here is an artist showing us what he finds beautiful.

The art of Helmut Newton is at once heightened and theatrical, sophisticated and witty – and yet, at its heart, profoundly serious. For Newton is not kidding about sex. He wants his photographs to arouse, and they do, because he so boldly explores his longings. But what makes his art so sexy is his obvious belief that sex is the most important thing in the world, a matter of life and death.

The power of love revives the dead in this great artistic hymn to desire. Canova is perhaps the only artist who has ever made marble sexy. His statues are tremendously erotic, as he carves cold stone into smooth tender images of naked flesh. Here, both Cupid and Psyche are nudes of intense beauty and their embrace is proof that love conquers all.

In her most explicit video, Tracey Emin creates an animated sequence of her drawings of a woman masturbating. It is a dirty homage to Egon Schiele, and a work of art that manages to be both poetic, as an image of loneliness, and exciting, as an image of pleasure.

A woman prepares to make love to a God in this heavenly painting. Jupiter comes to Danae in the form of a shower of gold – a joke with an edge. The model may have been a courtesan and the lover of the cardinal who commissioned this painting, so money was changing hands in their love life. Yet there's something overwhelmingly spiritual about this scene. Titian here raises sex into a religion.

From mysterious 30,000-year-old cave paintings to a 'cathedral of the mind' by Jackson Pollock, art critic Jonathan Jones names his favourite artworks of all time – and where in the world you can see them. What would make your top 10?

Jonathan Jones: From Magritte's assassin to Caravaggio's cardsharps and Warhol's unforgettable take on race riots of the 60s, here are the best artworks that tackle jealousy, murder and intrigue head on

From Michelangelo's marble Christ to the sculpted torsos of Robert Mapplethorpe's photographs, artists have reflected for centuries on the raw beauty and tragedy of the male body, writes Jonathan Jones